SWKS earnings analysis

#Earnings $SWKS reports tonight. Below are details on earnings one-day moves over the last 12 quarters.

Nov. 12, 2019 AC -0.44%
Aug. 7, 2019 AC +0.46%
May 2, 2019 AC -3.51%
Feb. 5, 2019 AC +11.49%
Nov. 8, 2018 AC -8.08% Biggest DOWN
July 19, 2018 AC -5.35%
May 3, 2018 AC +4.28%
Feb. 5, 2018 AC +10.44%
Nov. 6, 2017 AC -4.41%
July 20, 2017 AC -0.15%
April 27, 2017 AC -4.28%
Jan. 19, 2017 AC +13.01% Biggest UP

Avg (+ or -) 5.49%
Bias 1.12%, positive bias on earnings.

With stock at 128.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 120.94 to 135.06
Based on AVERAGE one-day move over last 12 quarters: 120.97 to 135.03
Based on MAXIMUM one-day move over last 12 Q’s (13.0%): 111.35 to 144.65
Based on DOWN max only (-8.1%): 117.66

Open to requests for other symbols.

SPX 1-dte

#SPX1dte Sold to Open $SPX Jan 24th 3265/3285-3350/3370 condors for .80, IV 9.14%, SPX 3323.

UAL closed

#Earnings Sold to close $UAL Jan24/Jan31 85 #DoubleCalendar for .85. Bought for .46 on Tuesday.

$CTXS from yesterday not looking good; need a pullback.

ISRG earnings analysis

#Earnings $ISRG reports tonight. Below are details on earnings one-day moves over the last 12 quarters.

Oct. 17, 2019 AC +6.96%
July 18, 2019 AC -1.45%
April 18, 2019 AC -7.00% Biggest DOWN
Jan. 24, 2019 AC -3.93%
Oct. 18, 2018 AC -3.45%
July 19, 2018 AC -0.86%
April 17, 2018 AC +8.17% Biggest UP
Jan. 25, 2018 AC -2.12%
Oct. 19, 2017 AC +3.39%
July 20, 2017 AC -4.55%
April 18, 2017 AC +6.36%
Jan. 24, 2017 AC +5.09%

Avg (+ or -) 4.44%
Bias 0.55%, positive bias on earnings.

With stock at 612.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 594.19 to 630.81
Based on AVERAGE one-day move over last 12 quarters: 585.28 to 639.72
Based on MAXIMUM one-day move over last 12 Q’s (8.2%): 562.46 to 662.54
Based on DOWN max only (-7.0%): 569.63

Open to requests for other symbols.

CTXS earnings analysis & trade

#Earnings $CTXS reports tonight. Below are details on earnings one-day moves over the last 12 quarters.

Oct. 24, 2019 AC -1.97%
July 24, 2019 AC -5.60%
April 24, 2019 AC -0.93%
Jan. 23, 2019 AC -6.25%
Oct. 24, 2018 AC +2.12%
July 25, 2018 AC +3.45%
April 25, 2018 AC +4.75% Biggest UP
Jan. 31, 2018 AC +0.72%
Oct. 25, 2017 AC -1.49%
Aug. 2, 2017 AC -2.02%
April 26, 2017 AC -3.18%
Jan. 25, 2017 AC -6.49% Biggest DOWN

Avg (+ or -) 3.25%
Bias -1.41%, negative bias on earnings.

With stock at 119.40 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 114.03 to 124.77
Based on AVERAGE one-day move over last 12 quarters: 115.14 to 122.86
Based on MAXIMUM one-day move over last 12 Q’s (6.5%): 111.28 to 126.72
Based on UP max only (+4.8%): 124.65

Open to requests for other symbols.

#doublecalemndar, #doublecalendar

SPX 1-dte

#SPX1dte Sold $SPX Jan 22nd 3265/3285-3345/3365 condors for .85, IV 8.61%, SPX 3322

UAL earnings analysis & trade

#Earnings $UAL reports tonight. Below are details on earnings one-day moves over the last 12 quarters.

Oct. 15, 2019 AC +2.07%
July 16, 2019 AC +0.91%
April 16, 2019 AC +4.77%
Jan. 15, 2019 AC +6.35%
Oct. 16, 2018 AC +5.95%
July 17, 2018 AC +8.78%
April 17, 2018 AC +4.81%
Jan. 23, 2018 AC -11.44%
Oct. 18, 2017 AC -12.07%
July 18, 2017 AC -5.90%
April 17, 2017 AC -4.26%
Jan. 17, 2017 AC +0.35%

Avg (+ or -) 5.64%
Bias 0.03%, no bias bias on earnings.

With stock at 85.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 80.38 to 89.62
Based on AVERAGE one-day move over last 12 quarters: 80.21 to 89.79
Based on MAXIMUM one-day move over last 12 Q’s (12.1%): 74.74 to 95.26
Based on UP max only (+8.8%): 92.46

***NOTE: 5-day maxes are -14.63% and +11.42%

Open to requests for other symbols.

#doublecalendar